On the optimal mix of corporate hedging instruments: Linear versus nonlinear derivatives

Journal of Futures Markets

Volumn 23, Issue 3, 2003, Pages 217-239

  Gay, Gerald D ^a,b   Nam, Jouahn ^c   Turac, Marian ^d  

^a GEORGIA STATE UNIVERSITY   (United States)

^b GEORGIA STATE UNIVERSITY   (United States)

^c PACE UNIVERSITY   (United States)

^d OKLAHOMA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037285954     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10061     Document Type: Article

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